To cite sandwich in publications use:
Zeileis A, Köll S, Graham N (2020). “Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.” Journal of Statistical Software, 95(1), 1–36. doi:10.18637/jss.v095.i01.
If sandwich is applied to lm() models, please also cite:
Zeileis A (2004). “Econometric Computing with HC and HAC Covariance Matrix Estimators.” Journal of Statistical Software, 11(10), 1–17. doi:10.18637/jss.v011.i10.
If sandwich is applied to models other than lm(), please also cite:
Zeileis A (2006). “Object-Oriented Computation of Sandwich Estimators.” Journal of Statistical Software, 16(9), 1–16. doi:10.18637/jss.v016.i09.
Corresponding BibTeX entries:
@Article{,
title = {Various Versatile Variances: An Object-Oriented
Implementation of Clustered Covariances in {R}},
author = {Achim Zeileis and Susanne K\"oll and Nathaniel Graham},
journal = {Journal of Statistical Software},
year = {2020},
volume = {95},
number = {1},
pages = {1--36},
doi = {10.18637/jss.v095.i01},
}
@Article{,
title = {Econometric Computing with {HC} and {HAC} Covariance
Matrix Estimators},
author = {Achim Zeileis},
journal = {Journal of Statistical Software},
year = {2004},
volume = {11},
number = {10},
pages = {1--17},
doi = {10.18637/jss.v011.i10},
}
@Article{,
title = {Object-Oriented Computation of Sandwich Estimators},
author = {Achim Zeileis},
journal = {Journal of Statistical Software},
year = {2006},
volume = {16},
number = {9},
pages = {1--16},
doi = {10.18637/jss.v016.i09},
}